Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.57 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47955.04 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46560.96 Kr¶

PnL: ---------------------------------------> -327.61 Kr¶

DD now: ---------------------------------> -1.388 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 15:01:33.175257'

Anic Portfolio¶

Today¶

Return: 0.887 %¶

This Week¶

Return: 0.887 %¶

Total¶

Return: 56.992 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.630000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 0.500000 3151.200000 180.200000 6.070000 2971.000006
Corem Property Group B 59 5.870000 680.860000 103.860000 18.000000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.980000 450.400000 95.400000 26.870000 355.000000
HMS Networks 2 1.460000 722.400000 49.400000 7.340000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.540000 270.960000 24.960000 10.150000 246.000000
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
Boozt 12 0.360000 1676.400000 22.400000 1.350000 1653.999996
OEM International B 7 2.480000 550.200000 22.200000 4.200000 527.999997
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
Intrum 4 1.800000 542.000000 15.000000 2.850000 527.000000
Coor Service Management Hold. 8 0.000000 546.000000 14.000000 2.630000 532.000000
Midsona B 63 0.740000 596.610000 13.610000 2.330000 582.999984
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
AcadeMedia 12 0.940000 566.640000 9.640000 1.730000 557.000004
Resurs Holding 22 -0.600000 581.460000 7.460000 1.300000 573.999998
Essity A 4 -0.170000 1156.000000 7.000000 0.610000 1149.000000
Essity B 2 0.490000 579.200000 5.200000 0.910000 574.000000
Karnov Group 9 -2.120000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.090000 546.250000 0.250000 0.050000 546.000000
Securitas B 6 0.770000 567.960000 -2.040000 -0.360000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 0.030000 561.150000 -2.850000 -0.510000 564.000000
CTEK 13 1.260000 524.420000 -9.580000 -1.790000 533.999999
SAAB B 8 1.970000 3347.200000 -29.800000 -0.880000 3377.000000
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.550000 3575.000000 -181.000000 -4.820000 3756.000001
Ovzon 52 2.600000 3073.200000 -288.800000 -8.590000 3361.999992
Fasadgruppen Group 35 -1.210000 3423.000000 -388.000000 -10.180000 3810.999990
TOTAL 46560.960000 -327.610000 -1.38773% 46888.564618

Updated:¶

'2023-01-16 15:01:45.620995'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶